expectreg (0.26)

Expectile and Quantile Regression.


Expectile and quantile regression of models with nonlinear effects e.g. spatial, random, ridge using least asymmetric weighed squares / absolutes as well as boosting; also supplies expectiles for common distributions.

Maintainer: Fabian Sobotka
Author(s): Fabian Sobotka <fabian.sobotka@uni-oldenburg.de>, Sabine Schnabel <sabine.schnabel@wur.nl> and Linda Schulze Waltrup <lschulze_waltrup@wiwi.uni-bielefeld.de> with contributions from Paul Eilers <p.eilers@erasmusmc.nl>, Thomas Kneib <tkneib@uni-goettingen.de> and Goeran Kauermann <goeran.kauermann@stat.uni-muenchen.de>.

License: GPL-2

Uses: BayesX, mboost, quadprog, multicore
Reverse depends: LinearizedSVR

Released over 8 years ago.